Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380216.8121 | 363751.5928 | 16465.2193 | 137736.3753 | 271839.2682 | -134102.8929 |
Total P&L (%) | 380.2168 | 363.7516 | 16.4652 | 137.7364 | 271.8393 | -134.1029 |
Avg Daily Profit (%) | 0.2023 | 0.1935 | 0.0088 | 0.0461 | 0.0699 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83282 | -76711 | -115643 | -288774 | -108466 | -249832 |
Profit Factor | 1.5534 | 2.1654 | 1.0439 | 1.125 | 1.5936 | 0.7917 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 46.875 | 47.9167 | 45.8333 | 46.875 | 47.9167 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.7605 | 2.3537 | 1.2337 | 1.275 | 1.7322 | 0.9357 |
Largest Winning Trade | 213810 | 213810 | 53818 | 309885 | 309885 | 143597 |
Largest Losing Trade | -38837 | -27332 | -38837 | -154366 | -60975 | -154366 |
Avg Bars in Trades | 111 | 90 | 132 | 111 | 90 | 132 |
Avg Bars in Winners | 168 | 134 | 204 | 168 | 134 | 204 |
Avg Bars in Losers | 61 | 50 | 72 | 61 | 50 | 72 |
Bars Traded | 10728 | 4350 | 6378 | 10728 | 4350 | 6378 |
Profit Streak | 86.4559 | 129.4559 | 86.4559 | 86.4559 | 129.4559 | 86.4559 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373880 | 415116 | -363560 | -214390 | -96780 | -581751 |
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11278, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759863391111, "expiration_time": 1764724896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.65407 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 380216.8120923293, 363751.5927576651, 16465.2193346641, 137736.3753075963, 271839.2681726221, -134102.8928650259 ], [ 380.216812, 363.751593, 16.465219, 137.736375, 271.839268, -134.102893 ], [ 0.202278, 0.193519, 0.00876, 0.046082, 0.069893, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -83282, -76711, -115643, -288774, -108466, -249832 ], [ 1.553424, 2.16537, 1.04392, 1.124999, 1.593584, 0.791745 ], [ 96, 48, 48, 96, 48, 48 ], [ 45, 23, 22, 45, 23, 22 ], [ 51, 25, 26, 51, 25, 26 ], [ 46.875, 47.916667, 45.833333, 46.875, 47.916667, 45.833333 ], [ 1.760547, 2.353663, 1.233723, 1.274999, 1.732157, 0.935699 ], [ 213810, 213810, 53818, 309885, 309885, 143597 ], [ -38837, -27332, -38837, -154366, -60975, -154366 ], [ 111, 90, 132, 111, 90, 132 ], [ 168, 134, 204, 168, 134, 204 ], [ 61, 50, 72, 61, 50, 72 ], [ 10728, 4350, 6378, 10728, 4350, 6378 ], [ 86.455916, 129.455916, 86.455916, 86.455916, 129.455916, 86.455916 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373880, 415116, -363560, -214390, -96780, -581751 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11278, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1597464000000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759863391111, "expiration_time": 1764724896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.65407 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|